+536.9%
HWM vs AG
+12.9%
+524.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.2% |
| 7D | +3.3% | +6.3% | -3.0% | +2.6% |
| 30D | -7.6% | -8.9% | +1.3% | -6.8% |
| 3M | -28.9% | -12.2% | -16.7% | -28.3% |
| 6M | -19.7% | -28.3% | +8.6% | -17.6% |
| YTD | +0.5% | -8.8% | +9.4% | -0.3% |
| 1Y | +0.3% | +39.4% | -39.1% | -5.1% |
| 3Y | +325.8% | +229.4% | +96.4% | +250.0% |
| All | +536.9% | +12.9% | +524.0% | +552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling